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~isPartOf:"Computers & operations research : and their applications to problems of world concern ; an international journal"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Escudero, Laureano F.
10
Garín, María Araceli
5
Li, Kai
5
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4
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2
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2
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2
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1
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1
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1
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1
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Computers & operations research : and their applications to problems of world concern ; an international journal
Journal of economic dynamics & control
European journal of operational research : EJOR
457
Insurance / Mathematics & economics
153
Finance and stochastics
130
International journal of production research
127
Operations research
121
International journal of theoretical and applied finance
116
Journal of econometrics
104
Operations research letters
103
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83
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
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77
Discussion paper / Tinbergen Institute
71
Risks : open access journal
64
INFORMS journal on computing : JOC
62
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57
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55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Quantitative finance
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Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical methods of operations research
50
Economics letters
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Discussion papers of interdisciplinary research project 373
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Computational economics
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Econometric theory
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Omega : the international journal of management science
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SFB 649 discussion paper
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SpringerLink / Bücher
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Annals of operations research
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IMA journal of management mathematics
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Scandinavian actuarial journal
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Working paper / National Bureau of Economic Research, Inc.
36
CREATES research paper
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
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ECONIS (ZBW)
218
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1
On the application and use of DSGE models
Álvarez Lois, Pedro Pablo
;
Harrison, Richard T.
; …
- In:
Journal of economic dynamics & control
32
(
2008
)
8
,
pp. 2428-2452
Persistent link: https://www.econbiz.de/10003745406
Saved in:
2
Approximating volatility diffusions with CEV-ARCH models
Fornari, Fabio
;
Mele, Antonio
- In:
Journal of economic dynamics & control
30
(
2006
)
6
,
pp. 931-966
Persistent link: https://www.econbiz.de/10003327657
Saved in:
3
Credit contagion and aggregate losses
Giesecke, Kay
;
Weber, Stefan
- In:
Journal of economic dynamics & control
30
(
2006
)
5
,
pp. 741-767
Persistent link: https://www.econbiz.de/10003317075
Saved in:
4
A class of asset pricing models governed by subordinate processes that signal economic shocks
Jagannathan, Raj
- In:
Journal of economic dynamics & control
32
(
2008
)
12
,
pp. 3820-3846
Persistent link: https://www.econbiz.de/10003804746
Saved in:
5
Modeling the term structure of interest rates with general diffusion processes : a moment approximation approach
Takamizawa, Hideyuki
;
Shoji, Isao
- In:
Journal of economic dynamics & control
33
(
2009
)
1
,
pp. 65-77
Persistent link: https://www.econbiz.de/10003810161
Saved in:
6
Optimal harvesting under resource stock and
price
uncertainty
Alvarez, Luis H. R.
;
Koskela, Erkki
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
Saved in:
7
Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356
Saved in:
8
Dynamic oligopolistic games under uncertainty : a stochastic programming approach
Genc, Talat S.
;
Reynolds, Stanley S.
;
Sen, Suvrajeet
- In:
Journal of economic dynamics & control
31
(
2007
)
1
,
pp. 55-80
Persistent link: https://www.econbiz.de/10003404849
Saved in:
9
Analysis of facility protection strategies against an uncertain number of attacks : the stochastic R-interdiction median problem with fortification
Liberatore, Federico
;
Scaparra, Maria Paola
;
Daskin, Mark S.
- In:
Computers & operations research : and their …
38
(
2011
)
1
,
pp. 357-366
Persistent link: https://www.econbiz.de/10008667379
Saved in:
10
Using minimal cuts to optimize network reliability for a stochastic computer network subject to assignment budget
Lin, Yi-kuei
;
Yeh, Cheng-ta
- In:
Computers & operations research : and their …
38
(
2011
)
8
,
pp. 1175-1187
Persistent link: https://www.econbiz.de/10008905507
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